+869.0%
MSFT vs NTNX
+148.8%
+720.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -0.8% | -3.1% | +2.3% | -0.2% |
| 30D | +0.8% | +2.0% | -1.1% | +0.4% |
| 3M | +27.2% | +34.0% | -6.7% | +19.8% |
| 6M | +22.9% | +72.4% | -49.5% | +9.8% |
| YTD | +3.1% | +27.5% | -24.4% | -2.6% |
| 1Y | -0.3% | -18.7% | +18.5% | +2.1% |
| 3Y | +50.1% | +80.8% | -30.7% | +27.8% |
| 5Y | +74.6% | +54.5% | +20.2% | +46.7% |
| All | +869.0% | +148.8% | +720.3% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling